+539.0%
CIEN vs IR
+25.2%
+513.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.4% |
| 7D | +15.3% | +2.5% | +12.7% | +13.7% |
| 30D | -22.0% | +9.2% | -31.1% | -25.6% |
| 3M | -36.6% | +0.9% | -37.6% | -36.9% |
| 6M | -51.5% | +19.2% | -70.7% | -56.8% |
| YTD | +20.0% | +7.5% | +12.5% | +11.1% |
| 1Y | +44.5% | +11.7% | +32.7% | +30.4% |
| 3Y | +539.0% | +23.9% | +515.1% | +457.6% |
| All | +539.0% | +25.2% | +513.8% | +457.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling